市场存量择时的小市值策略:年化收益率（12.06%）
基于市场存量择时的小市值策略
概要
核心指标
- 累计收益率: 102.16%
- 年化收益率: 12.06%
- 基准收益率: 14.36%
- 阿尔法: 0.1
- 夏普比率: 0.54
- 最大回撤: 19.32%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-04 | 托普云农(301556.SZ) | 73.472036666667 | 0 | 3 | 67.56 | 0 | -9696.11/-4.399% |
| 2026-06-04 | 富岭股份(001356.SZ) | 10.193057004831 | 0 | 3 | 9.5 | 0 | -10620.28/-5.033% |
| 2026-06-04 | 聚力文化(002247.SZ) | 2.6607979823455 | 0 | 3 | 2.42 | 0 | -14337.28/-6.795% |
| 2026-06-04 | 三态股份(301558.SZ) | 7.1621479452055 | 0 | 3 | 6.72 | 0 | -8238.72/-3.939% |
| 2026-06-04 | 湘佳股份(002982.SZ) | 13.404019745223 | 0 | 3 | 12.58 | 0 | -8855.11/-4.208% |
| 2026-06-04 | 中机认检(301508.SZ) | 26.4179225 | 0 | 3 | 25.1 | 0 | -7583.38/-3.588% |
| 2026-06-04 | 新亚电缆(001382.SZ) | 21.10633 | 0 | 3 | 20.9 | 0 | 7236.7/3.429% |
| 2026-06-04 | 红四方(603395.SH) | 24.527355813953 | 0 | 3 | 23.07 | 0 | -8835.26/-4.189% |
| 2026-06-04 | 中集环科(301559.SZ) | 14.784434265734 | 0 | 3 | 13.78 | 0 | -9215.41/-4.359% |
| 2026-06-04 | 热威股份(603075.SH) | 26.938078666667 | 0 | 3 | 24.19 | 0 | -11385.59/-5.635% |
交易详情
| 2026-06-04 | 富岭股份(001356.SZ) | 卖 | -20700 | 9.69 | -200583 | ¥260.76 | -10413.28 |
| 2026-06-04 | 聚力文化(002247.SZ) | 卖 | -79300 | 2.46 | -195078 | ¥253.6 | -15923.28 |
| 2026-06-04 | 湘佳股份(002982.SZ) | 卖 | -15700 | 12.91 | -202687 | ¥263.49 | -7756.11 |
| 2026-06-04 | 托普云农(301556.SZ) | 卖 | -3000 | 68.64 | -205920 | ¥267.7 | -14496.11 |
| 2026-06-04 | 中机认检(301508.SZ) | 卖 | -8000 | 25.5 | -204000 | ¥265.2 | -7343.38 |
| 2026-06-04 | 红四方(603395.SH) | 卖 | -8600 | 23.39 | -201154 | ¥261.5 | -9781.26 |
| 2026-06-04 | 新亚电缆(001382.SZ) | 卖 | -10000 | 21.93 | -219300 | ¥285.09 | 8236.7 |
| 2026-06-04 | 中集环科(301559.SZ) | 卖 | -14300 | 14.26 | -203918 | ¥265.09 | -7499.41 |
| 2026-06-04 | 三态股份(301558.SZ) | 卖 | -29200 | 6.87 | -200604 | ¥260.79 | -8530.72 |
| 2026-06-04 | 热威股份(603075.SH) | 卖 | -7500 | 24.98 | -187350 | ¥243.56 | -14685.59 |
